I need to use the OrderBook level for a strategy on Futures.
How can I get :
- Bid1 ;Bid1; Volume1 //I can get this one with : MarketData
- Bid2 ;Bid2; Volume2 //How ?
- Bid3 ; Bid3; Volume3 //How ?
- Bid4 ; Bid4; Volume4 //How ?
- Bid5 ; Ask5, Volume5 //How ?
Thanks,
Steven
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